I don't know about Donkey Kong but, relative to Mega Man, this is probably true. I bet only a fraction of the people who played Mega Man games actually beat them. I only beat one of them, mainly because I always rented them.
The problem probably isn't difficulty, either, but rather that they can be frustrating. There are definitely times when it can feel like you're beating your head against a wall because you don't have the proper tools yet and you don't know where to get them. It's complete trial and error.
Really, though, games like that were a product of a different time. It was a way to make the game last longer without actually adding more content. That, and games were so expensive and relatively rare than we would work on them the way some people work on a jigsaw puzzle. Now, games are cheap and abundant. Frustrating games are usually dropped much quicker.
Times change.
